Sharpe-Lintner-Black CAPM alpha (Premium Members Only) Fama-French (1993) 3-factor alpha (Premium Members Only) Fama-French-Carhart 4-factor alpha (Premium Members Only) Fama-French (2015) 5-factor alpha (Premium Members Only) Fama-French-Carhart 6-factor alpha (Premium Members Only) Dynamic conditional 6-factor alpha (Premium Members Only) Last update: Saturday 22 November 2025
2022-03-05 09:27:00 Saturday ET

Addendum on empirical tests of multi-factor models for asset return prediction Fama and French (2015) propose an empirical five-factor asset pricing mode
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Jordi Gali delves into the science of the New Keynesian monetary policy framework with economic output and inflation stabilization. Jordi Gali (2015)
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Is higher stock market concentration good or bad for Corporate America? In recent years, S&P 500 stock market returns exhibit spectacular concentrati
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President Trump delivers his second state-of-the-union address to U.S. Congress. Several key themes emerge from this presidential address. First, President
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This brief article encapsulates the timeless wisdom of Warren Buffett's famous quotes on fundamental stock investment, fear and greed, patience, risk co
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Serial venture capitalist Ben Horowitz describes many hard truths, lessons, and insights from his entrepreneurial journey of running LoudCloud from a Silico